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 Statistical Learning


Interpreting Predictive Process Monitoring Benchmarks

arXiv.org Machine Learning

Predictive process analytics has recently gained significant attention, and yet its successful adoption in organisations relies on how well users can trust the predictions of the underlying machine learning algorithms that are often applied and recognised as a `black-box'. Without understanding the rationale of the black-box machinery, there will be a lack of trust in the predictions, a reluctance to use the predictions, and in the worse case, consequences of an incorrect decision based on the prediction. In this paper, we emphasise the importance of interpreting the predictive models in addition to the evaluation using conventional metrics, such as accuracy, in the context of predictive process monitoring. We review existing studies on business process monitoring benchmarks for predicting process outcomes and remaining time. We derive explanations that present the behaviour of the entire predictive model as well as explanations describing a particular prediction. These explanations are used to reveal data leakages, assess the interpretability of features used by the model, and the degree of the use of process knowledge in the existing benchmark models. Findings from this exploratory study motivate the need to incorporate interpretability in predictive process analytics.


Hierarchical Target-Attentive Diagnosis Prediction in Heterogeneous Information Networks

arXiv.org Machine Learning

--We introduce HT AD, a novel model for diagnosis prediction using Electronic Health Records (EHR) represented as Heterogeneous Information Networks. Recent studies on modeling EHR have shown success in automatically learning representations of the clinical records in order to avoid the need for manual feature selection. However, these representations are often learned and aggregated without specificity for the different possible targets being predicted. Our model introduces a target-aware hierarchical attention mechanism that allows it to learn to attend to the most important clinical records when aggregating their representations for prediction of a diagnosis. We evaluate our model using a publicly available benchmark dataset and demonstrate that the use of target-aware attention significantly improves performance compared to the current state of the art. Additionally, we propose a method for incorporating non-categorical data into our predictions and demonstrate that this technique leads to further performance improvements. Lastly, we demonstrate that the predictions made by our proposed model are easily interpretable. I NTRODUCTION Electronic Health Records (EHR) provide a comprehensive picture of patients' medical histories, consisting of information such as written clinician notes, medical imagery, prescriptions, and diagnoses.


Counterfactual Evaluation of Treatment Assignment Functions with Networked Observational Data

arXiv.org Machine Learning

Counterfactual evaluation of novel treatment assignment functions (e.g., advertising algorithms and recommender systems) is one of the most crucial causal inference problems for practitioners. Traditionally, randomized controlled trials (A/B tests) are performed to evaluate treatment assignment functions. However, such trials can be time-consuming, expensive, and even unethical in some cases. Therefore, offline counterfactual evaluation of treatment assignment functions becomes a pressing issue because a massive amount of observational data is available in today's big data era. Counterfactual evaluation requires handling the hidden confounders -- the unmeasured features which causally influence both the treatment assignment and the outcome. To deal with the hidden confounders, most of the existing methods rely on the assumption of no hidden confounders. However, this assumption can be untenable in the context of massive observational data. When such data comes with network information, the later can be potentially useful to correct hidden confounding bias. As such, we first formulate a novel problem, counterfactual evaluation of treatment assignment functions with networked observational data. Then, we investigate the following research questions: How can we utilize network information in counterfactual evaluation? Can network information improve the estimates in counterfactual evaluation? Toward answering these questions, first, we propose a novel framework, \emph{Counterfactual Network Evaluator} (CONE), which (1) learns partial representations of latent confounders under the supervision of observed treatments and outcomes; and (2) combines them for counterfactual evaluation. Then through extensive experiments, we corroborate the effectiveness of CONE. The results imply that incorporating network information mitigates hidden confounding bias in counterfactual evaluation.


Blang: Bayesian declarative modelling of arbitrary data structures

arXiv.org Machine Learning

Consider a Bayesian inference problem where a variable of interest does not take values in a Euclidean space. These "non-standard" data structures are in reality fairly common. They are frequently used in problems involving latent discrete factor models, networks, and domain specific problems such as sequence alignments and reconstructions, pedigrees, and phylogenies. In principle, Bayesian inference should be particularly well-suited in such scenarios, as the Bayesian paradigm provides a principled way to obtain confidence assessment for random variables of any type. However, much of the recent work on making Bayesian analysis more accessible and computationally efficient has focused on inference in Euclidean spaces. In this paper, we introduce Blang, a domain specific language (DSL) and library aimed at bridging this gap. Blang allows users to perform Bayesian analysis on arbitrary data types while using a declarative syntax similar to BUGS. Blang is augmented with intuitive language additions to invent data types of the user's choosing. To perform inference at scale on such arbitrary state spaces, Blang leverages recent advances in parallelizable, non-reversible Markov chain Monte Carlo methods.


Direct and indirect reinforcement learning

arXiv.org Artificial Intelligence

Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect methods according to how they seek optimal policy of the Markov Decision Process (MDP) problem. The former solves optimal policy by directly maximizing an objective function using gradient descent method, in which the objective function is usually the expectation of accumulative future rewards. The latter indirectly finds the optimal policy by solving the Bellman equation, which is the sufficient and necessary condition from Bellman's principle of optimality. We take vanilla policy gradient and approximate policy iteration to study their internal relationship, and reveal that both direct and indirect methods can be unified in actor-critic architecture and are equivalent if we always choose stationary state distribution of current policy as initial state distribution of MDP. Finally, we classify the current mainstream RL algorithms and compare the differences between other criteria including value-based and policy-based, model-based and model-free.


Spatial-Temporal Self-Attention Network for Flow Prediction

arXiv.org Artificial Intelligence

Flow prediction (e.g., crowd flow, traffic flow) with features of spatial-temporal is increasingly investigated in AI research field. It is very challenging due to the complicated spatial dependencies between different locations and dynamic temporal dependencies among different time intervals. Although measurements of both dependencies are employed, existing methods suffer from the following two problems. First, the temporal dependencies are measured either uniformly or bias against long-term dependencies, which overlooks the distinctive impacts of short-term and long-term temporal dependencies. Second, the existing methods capture spatial and temporal dependencies independently, which wrongly assumes that the correlations between these dependencies are weak and ignores the complicated mutual influences between them. To address these issues, we propose a Spatial-Temporal Self-Attention Network (ST-SAN). As the path-length of attending long-term dependency is shorter in the self-attention mechanism, the vanishing of long-term temporal dependencies is prevented. In addition, since our model relies solely on attention mechanisms, the spatial and temporal dependencies can be simultaneously measured. Experimental results on real-world data demonstrate that, in comparison with state-of-the-art methods, our model reduces the root mean square errors by 9% in inflow prediction and 4% in outflow prediction on Taxi-NYC data, which is very significant compared to the previous improvement.


The 10 Algorithms Data Scientist must have to Know.

#artificialintelligence

Let's say I am given an Excel sheet with data about various fruits and I have to tell which look like Apples. What I will do is ask a question "Which fruits are red and round?" and divide all fruits which answer yes and no to the question. Now, All Red and Round fruits might not be apples and all apples won't be red and round. So I will ask a question "Which fruits have red or yellow color hints on them? " on red and round fruits and will ask "Which fruits are green and round?" on not red and round fruits. Based on these questions I can tell with considerable accuracy which are apples. This cascade of questions is what a decision tree is. However, this is a decision tree based on my intuition.


If Data is the New Oil, How to Determine Its Value?

#artificialintelligence

My iPhone screen time is over four hours every day. Over the last month I've booked restaurant reservations and doctor's appointments, received motorcycle maintenance records, loaded new applications and ordered clothes. All of these actions involved the sort of data exchanges that today's information-based tech companies crave. Applying machine learning tools to personal data can uncover valuable knowledge and generate tremendous business value. With data increasingly seen as "the new oil," many economists, politicians, and others are suggesting people should be paid for the data they produce.


Techniques for Interpretable Machine Learning

Communications of the ACM

Machine learning is progressing at an astounding rate, powered by complex models such as ensemble models and deep neural networks (DNNs). These models have a wide range of real-world applications, such as movie recommendations of Netflix, neural machine translation of Google, and speech recognition of Amazon Alexa. Despite the successes, machine learning has its own limitations and drawbacks. The most significant one is the lack of transparency behind their behaviors, which leaves users with little understanding of how particular decisions are made by these models. Consider, for instance, an advanced self-driving car equipped with various machine learning algorithms does not brake or decelerate when confronting a stopped firetruck. This unexpected behavior may frustrate and confuse users, making them wonder why. Even worse, the wrong decisions could cause severe consequences if the car is driving at highway speeds and might ultimately crash into the firetruck. The concerns about the black-box nature of complex models have hampered their further applications in our society, especially in those critical decision-making domains like self-driving cars. Interpretable machine learning would be an effective tool to mitigate these problems. It gives machine learning models the ability to explain or to present their behaviors in understandable terms to humans,10 which is called interpretability or explainability and we use them interchangeably in this article. Interpretability would be an indispensable part for machine learning models in order to better serve human beings and bring benefits to society. For end users, explanation will increase their trust and encourage them to adopt machine learning systems. From the perspective of machine learning system developers and researchers, the provided explanation can help them better understand the problem, the data and why a model might fail, and eventually increase the system safety. Thus, there is a growing interest among the academic and industrial community in interpreting machine learning models and gaining insights into their working mechanisms.


Bandit Multiclass Linear Classification for the Group Linear Separable Case

arXiv.org Machine Learning

We consider the online multiclass linear classification under the bandit feedback setting. Beygelzimer, P\'{a}l, Sz\"{o}r\'{e}nyi, Thiruvenkatachari, Wei, and Zhang [ICML'19] considered two notions of linear separability, weak and strong linear separability. When examples are strongly linearly separable with margin $\gamma$, they presented an algorithm based on Multiclass Perceptron with mistake bound $O(K/\gamma^2)$, where $K$ is the number of classes. They employed rational kernel to deal with examples under the weakly linearly separable condition, and obtained the mistake bound of $\min(K\cdot 2^{\tilde{O}(K\log^2(1/\gamma))},K\cdot 2^{\tilde{O}(\sqrt{1/\gamma}\log K)})$. In this paper, we refine the notion of weak linear separability to support the notion of class grouping, called group weak linear separable condition. This situation may arise from the fact that class structures contain inherent grouping. We show that under this condition, we can also use the rational kernel and obtain the mistake bound of $K\cdot 2^{\tilde{O}(\sqrt{1/\gamma}\log L)})$, where $L\leq K$ represents the number of groups.